Jonathan Jordan (joint with Neil O'Connell): Random hierarchical systems 2002
Nicolas Victoir (joint with Terry Lyons): Cubature on Wiener space 2003
Naomi Wallner: Modelling correlated default and pricing of CDOs 2004
John Moriaty: Queues, directed percolation and directed polymers 2005
Florian Huehne: Levy processes and their chaos expansions in finance 2005
Tino Kluge (joint with Sam Howison): Modelling and pricing in electricity markets 2006
David Croydon: Random fractal dendrites 2006
Simona Svoboda: Volatility specifications in the Libor market model 2007
Daniel Miao: Markov modulated Poisson processes in credit risk modelling 2008
Liza Jones: Non-colliding particle systems and interacting diffusions 2008
Silja Kinnebrock (joint with Neil Shephard): Asymptotics for semimartingales and related processes with applications in econometrics 2008
Nikolay Aleksandrov: Multiple optimal stopping. Applications in option pricing, liquidation in bond markets and oil extraction 2009
Lei Jin: Particle systems and SPDEs with applications in portfolio credit modelling 2010
Stephen Buckley: Some problems in random walk in random environment 2011
Alice Dub
Ferhana Ahmad
Nic Freeman (joint with Alison Etheridge)
Philippe Charmoy
Sean Ledger